20#include <ql/experimental/volatility/blackvolsurface.hpp>
21#include <ql/termstructures/volatility/smilesection.hpp>
43 return s->variance(s->atmLevel());
48 return s->volatility(s->atmLevel());
56 QL_FAIL(
"not a BlackVolSurface term structure visitor");
degenerate base class for the Acyclic Visitor pattern
Black at-the-money (no-smile) volatility curve.
virtual ext::shared_ptr< SmileSection > smileSectionImpl(Time) const =0
Volatility atmVolImpl(Time t) const override
spot at-the-money volatility calculation
void accept(AcyclicVisitor &) override
BlackVolSurface(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())
default constructor
Real atmVarianceImpl(Time t) const override
spot at-the-money variance calculation
Visitor for a specific class
virtual void visit(T &)=0
BusinessDayConvention
Business Day conventions.
Real Time
continuous quantity with 1-year units
unsigned QL_INTEGER Natural
positive integer
Real Volatility
volatility